Li, Qiyuan and Li, Yifan and Nolte, Ingmar and Nolte, Sandra and Yu, Shifan (2025) Testing for Jumps in a Discretely Observed Price Process with Endogenous Sampling Times. Journal of Econometrics: 106132. ISSN 0304-4076 (In Press)
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Jumps-JEsubmission.pdf - Accepted Version
Available under License Creative Commons Attribution.
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Item Type:
Journal Article
Journal or Publication Title:
Journal of Econometrics
Uncontrolled Keywords:
Research Output Funding/yes_internally_funded
Subjects:
?? yes - internally fundedhistory and philosophy of scienceeconomics and econometricsapplied mathematics ??
Departments:
ID Code:
233564
Deposited By:
Deposited On:
10 Nov 2025 14:30
Refereed?:
Yes
Published?:
In Press
Last Modified:
14 Nov 2025 00:55